Stéphane Adjemian (Charybdis)
bb0660d506
Added integration tests (trend component models).
2019-03-29 17:58:03 +01:00
Stéphane Adjemian (Charybdis)
7b7bca8bda
Generalised trend component model.
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Added the possibility to associate more than one trend to an endogenous
variable. The number of error correction equations is longer required to be
equal to the number of trends.
2019-03-29 17:52:46 +01:00
Houtan Bastani
d242ed88a2
dyn_ols: add date range option
2019-03-26 15:04:16 +01:00
Houtan Bastani
9ab4c6f80d
ols-style equations: handle additive elements separated by + and -
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use same algorithm as in preprocessor to facilitate future changes
2019-03-26 11:06:30 +01:00
Stéphane Adjemian (Charybdis)
a77de6ce75
Revert last patch on Makefile.am.
2019-03-25 20:09:14 +01:00
Stéphane Adjemian (Charybdis)
8a8ef89004
Added example for new agregate() routine.
2019-03-25 18:16:38 +01:00
Stéphane Adjemian (Charybdis)
567ca19000
Added routine to evaluate the RHS of an equation.
2019-03-19 07:08:55 +01:00
Houtan Bastani
7858a88764
add dependency for test for parallelization of test suite
2019-03-15 17:01:25 +01:00
Houtan Bastani
543470b331
separate ECB tests so as to be able to test everything in one go
2019-03-15 16:44:59 +01:00
Houtan Bastani
4ac5ebbefc
add var AR test
2019-03-15 14:22:50 +01:00
Houtan Bastani
dccabecee7
fix trend-component tests
2019-03-15 13:29:15 +01:00
Stéphane Adjemian (Charybdis)
d3db092c81
Added a cherry-pick routine.
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Extracts equations from a mod file and produce .inc files (equations, lists of
parameters, endogenous variables and exogenous variables) that can be included
in a mod file that will be used to simulate the model.
If an innovation has a tag `(used='estimationonly')` it will be excluded from
the generated files (ie list of shocks and equations).
2019-03-14 11:04:10 +01:00
Stéphane Adjemian (Charybdis)
52eed33c42
Fixed growth neutrality correction in presence of exogenous variables.
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Also fixes growth neutrality correction in models with non optimizing
agents (correction was not taking into account the value of the share of non
optimizing agents).
2019-03-11 11:54:53 +01:00
Stéphane Adjemian (Charybdis)
6997e0a4a6
Added the possibility to have exogenous variables in the optimal part of PAC.
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Works with iterative ols and nls.
2019-03-08 14:34:41 +01:00
Houtan Bastani
ba416f12ad
makefile: use tabs instead of spaces
2019-03-08 11:16:26 +01:00
Houtan Bastani
d7246b3489
ols-style routines: allow user to specify parameters to be estimated
2019-03-08 11:15:33 +01:00
Houtan Bastani
6b4b2bb8b3
fix path to test
2019-03-07 18:06:53 +01:00
Stéphane Adjemian (Charybdis)
d4814c6b92
Removed pointer to missing file in Makefile.am.
2019-03-07 17:33:40 +01:00
Stéphane Adjemian (Charybdis)
c8393a6a45
Updated list of non versioned files in under tests subfolder.
2019-03-07 17:09:36 +01:00
Stéphane Adjemian (Charybdis)
dac08da6a4
Added the possibility to tag a varexo variable as an observed variable.
2019-03-07 15:31:34 +01:00
Houtan Bastani
92b1c25b9f
fix typo
2019-03-07 10:47:02 +01:00
Houtan Bastani
f3a10d0238
add test for estimating certain parameters in sur
2019-03-07 10:47:02 +01:00
Stéphane Adjemian (Charybdis)
40918f4316
Fixed condition in integration tests for ec.istarget.
2019-03-07 09:39:14 +01:00
Stéphane Adjemian (Charybdis)
9eb64a0b64
Updated preprocessor submodule.
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Fixes exogenous variables in PAC equation without non optimizing behaviour.
2019-03-06 15:39:00 +01:00
Houtan Bastani
59ab4f4b34
update tests
2019-03-04 15:08:19 +01:00
Stéphane Adjemian (Charybdis)
cdadab34b4
Streamlined code in print_expectations and allow diff and unary op in growth option of pac_model.
2019-03-02 22:36:13 +01:00
Stéphane Adjemian (Charybdis)
d00b57541e
Allow exogenous variables in pac.estimation.iterative_ols routine.
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The parameters associated to these additional variables can be estimated or calibrated.
2019-03-01 23:32:47 +01:00
Stéphane Adjemian (Charybdis)
fd98e83d78
Adapted integration tests for 8e60ded
.
2019-02-28 16:23:04 +01:00
Stéphane Adjemian (Charybdis)
f07b1e8028
Account for exogenous variables in PAC's RoT part.
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Fixes the iterative_ols estimation of PAC equation when the Rule of Thumbs (non
optimizing) part of the equations contains endogenous and/or exogenous variables.
2019-02-27 15:53:25 +01:00
Stéphane Adjemian (Charybdis)
379431b05b
Added integration test.
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Check that the content of pac.[pacmodel].equations.[eqtag].non_optimizing_behaviour.vars is correct.
2019-02-27 14:22:59 +01:00
Houtan Bastani
043ecfc3b2
Revert "surgibbs: fix bug in param values output"
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This reverts commit d6c5618a74
.
2019-02-26 16:54:26 +01:00
Houtan Bastani
d6c5618a74
surgibbs: fix bug in param values output
2019-02-26 15:42:51 +01:00
Houtan Bastani
0c8867cbad
fix typo
2019-02-26 12:52:38 +01:00
Stéphane Adjemian (Charybdis)
445f88df55
Fixed PAC/MCE with non optimizing behaviour.
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Alse added integration tests for PAC/MCE.
2019-02-25 23:07:57 +01:00
Stéphane Adjemian (Charybdis)
1aa7f4a93f
Added PAC with Model Consistent Expectations.
2019-02-25 17:31:58 +01:00
Houtan Bastani
030737b9c0
sur: fix input checks
2019-02-25 14:23:48 +01:00
Stéphane Adjemian (Charybdis)
0af3068569
Handle situations where a PAC model is used in more than one equation.
2019-02-22 17:58:24 +01:00
Stéphane Adjemian (Charybdis)
4943bf5fd1
Updated integration tests fro trend component models.
2019-02-21 12:52:12 +01:00
Houtan Bastani
a7165e2c12
fix tests
2019-02-19 12:34:30 +01:00
Houtan Bastani
eb52cc9953
preprocessor: submodule update
2019-02-14 17:41:07 +01:00
Houtan Bastani
db8638ec97
pooled_fgls: use iterative method and fix bug in M_.Sigma_e
2019-02-13 15:57:06 +01:00
Houtan Bastani
29c3a86c81
sur: move to iterative method
2019-02-13 15:57:06 +01:00
Stéphane Adjemia (Scylla)
468d0f5ae5
Added integration test (IRFs of backward models).
2019-02-13 15:19:18 +01:00
Stéphane Adjemia (Scylla)
beb7d42d74
Initialize IRFs with histval (second approach).
2019-02-13 15:19:18 +01:00
Houtan Bastani
85e903ef90
tabs instead of spaces in Makefile.am
2019-01-30 16:29:21 +01:00
Houtan Bastani
20256b5be9
test zero equations in SUR
2019-01-30 16:29:11 +01:00
Stéphane Adjemia (Scylla)
74520e77bf
Allow for lags on endogenous variable in growth option of pac_model.
2019-01-28 11:25:30 +01:00
Houtan Bastani
169ed2a655
reorder tests, slowest first
2019-01-22 17:13:03 +01:00
Houtan Bastani
407ac26f5b
separate test call for ols style mod files
2019-01-22 15:55:15 +01:00
Houtan Bastani
0399e3c777
modify test to handle AR(1) with no parameter
2019-01-17 18:57:41 +01:00